Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 38.027489 41.282848 44.869581 49.150618 54.170309 59.933012 67.144809
2025-06-29 32.993759 37.154205 42.046402 48.340678 56.409506 66.691956 81.313099
2025-07-06 29.632835 34.077068 39.506144 46.820800 56.756817 70.370162 91.690083
2025-07-13 28.405887 33.329367 39.571592 48.382576 61.105232 80.005094 113.268895
2025-07-20 27.266376 32.513945 39.372145 49.440557 64.782367 89.357879 138.060459
2025-07-27 26.213004 31.680342 39.010531 50.143734 67.946897 98.573989 167.187307
2025-08-03 25.011336 30.532964 38.080099 49.847692 69.403620 105.113098 194.557420
2025-08-10 23.756537 29.216331 36.786554 48.826501 69.440061 108.930506 217.902437
2025-08-17 22.634910 28.010884 35.555931 47.762129 69.213632 112.135560 242.255531
2025-08-24 21.730675 27.056523 34.621175 47.069037 69.534418 116.584307 275.191532
2025-08-31 20.886382 26.140578 33.680139 46.270538 69.531007 120.307566 310.241640
2025-09-07 20.630719 26.052782 33.972615 47.545532 73.702830 135.438952 423.265685
2025-09-14 19.986036 25.383958 33.359460 47.262356 74.827862 143.571345 527.230573
2025-09-21 19.257458 24.559782 32.459220 46.401762 74.636174 148.097195 627.619155
2025-09-28 18.464475 23.605713 31.302708 44.988696 73.058140 148.024059 692.313139
2025-10-05 18.339331 23.641987 31.715744 46.447065 78.061727 171.132824 1275.901499
2025-10-12 18.121776 23.524754 31.868927 47.434045 82.202472 194.421980 2935.522672
2025-10-19 17.852602 23.313841 31.851811 48.089456 85.688676 218.231393 14700.794778
2025-10-26 17.430710 22.847829 31.382158 47.813577 86.760255 232.594597 NaN
2025-11-02 16.914524 22.216135 30.603536 46.861335 85.899848 237.241723 NaN
2025-11-09 16.419263 21.601865 29.829565 45.867828 84.802215 240.323081 NaN
2025-11-16 16.009401 21.109610 29.244071 45.220326 84.579935 248.443245 NaN
2025-11-23 15.603739 20.611916 28.629688 44.473808 83.985008 254.351815 NaN